WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 417,177: 95,551 78,139 129,696 165,188 170,382 390,436 378,216: 26,741 38,960
Old : 388,613: 91,433 80,718 118,259 155,155 156,517 364,847 355,494: 23,766 33,118
Other: 28,564: 10,909 4,210 4,646 10,033 13,865 25,588 22,722: 2,976 5,842
: : :
: : Changes in Commitments from: June 22, 2021 :
: -79,855: -4,923 -765 -62,810 -8,690 -13,948 -76,423 -77,523: -3,432 -2,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 18.7 31.1 39.6 40.8 93.6 90.7: 6.4 9.3
Old : 100.0: 23.5 20.8 30.4 39.9 40.3 93.9 91.5: 6.1 8.5
Other: 100.0: 38.2 14.7 16.3 35.1 48.5 89.6 79.5: 10.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 99 75 102 82 114 234 244:
Old : 311: 104 72 99 80 114 228 244:
Other: 118: 18 22 17 27 66 58 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 14.1 26.6 21.6 14.6 12.0 22.6 17.9
Old : 16.3 14.9 27.6 22.9 15.3 12.9 23.3 19.0
Other: 40.4 23.9 54.9 37.8 40.2 21.7 52.4 30.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 24,391: 12,194 1,044 1,360 10,020 21,367 23,574 23,771: 817 620
Old : 24,391: 12,194 1,044 1,360 10,020 21,367 23,574 23,771: 817 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 1,143: 306 -15 -27 848 1,098 1,127 1,056: 16 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 4.3 5.6 41.1 87.6 96.7 97.5: 3.3 2.5
Old : 100.0: 50.0 4.3 5.6 41.1 87.6 96.7 97.5: 3.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 4 3 10 18 18 23:
Old : 28: 6 4 3 10 18 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 45.5 84.2 67.2 61.1 38.4 69.3 56.6
Old : 64.2 45.5 84.2 67.2 61.1 38.4 69.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 194,370: 52,905 32,030 38,049 86,550 104,037 177,504 174,115: 16,866 20,254
Old : 188,371: 51,060 32,183 36,083 85,301 101,995 172,444 170,261: 15,927 18,110
Other: 5,999: 3,017 1,019 794 1,249 2,042 5,060 3,854: 938 2,144
: : :
: : Changes in Commitments from: June 22, 2021 :
: -24,206: 1,012 -6,125 -13,961 -9,302 -837 -22,252 -20,923: -1,954 -3,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 16.5 19.6 44.5 53.5 91.3 89.6: 8.7 10.4
Old : 100.0: 27.1 17.1 19.2 45.3 54.1 91.5 90.4: 8.5 9.6
Other: 100.0: 50.3 17.0 13.2 20.8 34.0 84.4 64.3: 15.6 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 62 44 50 81 86 167 160:
Old : 223: 58 48 49 80 86 165 159:
Other: 72: 17 8 6 12 39 30 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 19.9 28.4 28.9 17.9 17.7 27.9 26.3
Old : 18.5 20.0 29.2 29.2 18.4 17.9 28.8 26.4
Other: 47.9 30.8 66.3 42.5 44.4 24.8 57.3 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,063,095: 401,075 59,285 578,600 898,237 1,185,111 1,877,912 1,822,996: 185,183 240,098
Old : 697,071: 186,599 140,926 133,303 326,428 368,633 646,330 642,862: 50,740 54,209
Other: 1,366,024: 344,191 48,075 315,581 571,809 816,479 1,231,582 1,180,135: 134,442 185,889
: : :
: : Changes in Commitments from: June 22, 2021 :
: -351,199: -7,083 1,287 -198,647 -131,201 -140,485 -336,932 -337,845: -14,267 -13,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.9 28.0 43.5 57.4 91.0 88.4: 9.0 11.6
Old : 100.0: 26.8 20.2 19.1 46.8 52.9 92.7 92.2: 7.3 7.8
Other: 100.0: 25.2 3.5 23.1 41.9 59.8 90.2 86.4: 9.8 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 826: 211 98 183 391 459 675 673:
Old : 671: 131 94 89 261 360 435 500:
Other: 772: 185 89 142 341 435 583 611:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 12.0 22.5 19.7 12.0 8.5 17.4 14.1
Old : 19.5 15.0 30.0 26.4 18.8 14.5 28.1 23.7
Other: 16.5 14.0 25.0 21.2 13.9 9.3 18.7 14.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 926,661: 147,425 53,435 282,472 434,921 513,258 864,818 849,165: 61,843 77,496
Old : 124,941: 16,756 14,668 39,574 59,027 60,995 115,357 115,236: 9,584 9,705
Other: 801,720: 145,960 54,058 227,607 375,894 452,263 749,461 733,929: 52,259 67,791
: : :
: : Changes in Commitments from: June 22, 2021 :
: -218,348: 1,820 889 -124,269 -92,397 -91,771 -214,846 -215,151: -3,502 -3,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.8 30.5 46.9 55.4 93.3 91.6: 6.7 8.4
Old : 100.0: 13.4 11.7 31.7 47.2 48.8 92.3 92.2: 7.7 7.8
Other: 100.0: 18.2 6.7 28.4 46.9 56.4 93.5 91.5: 6.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 184 98 172 236 269 494 474:
Old : 353: 71 57 56 123 167 224 253:
Other: 575: 184 90 156 211 257 455 448:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 11.6 23.4 21.1 10.8 8.1 15.4 13.7
Old : 20.3 15.7 35.2 26.9 16.5 9.8 25.7 17.6
Other: 14.6 12.3 24.1 22.4 11.6 10.3 16.8 16.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,170: 15,830 1,111 299 100 9,429 16,229 10,839: 7,941 13,331
Old : 634: 247 29 3 95 68 345 100: 289 534
Other: 23,536: 15,611 1,110 268 5 9,361 15,884 10,739: 7,652 12,797
: : :
: : Changes in Commitments from: June 22, 2021 :
: -2,907: -2,407 -624 -680 -9 239 -3,096 -1,065: 189 -1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 4.6 1.2 0.4 39.0 67.1 44.8: 32.9 55.2
Old : 100.0: 39.0 4.6 0.5 15.0 10.7 54.4 15.8: 45.6 84.2
Other: 100.0: 66.3 4.7 1.1 0.0 39.8 67.5 45.6: 32.5 54.4
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 4 6 4 20 11 30:
Old : 18: 4 2 1 3 10 7 13:
Other: 31: 7 4 5 2 20 9 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 20.7 67.0 29.3 61.5 20.6 65.5 29.2
Old : 49.8 10.9 54.4 14.2 49.4 10.9 53.5 13.9
Other: 63.7 21.2 67.5 30.1 62.6 21.2 66.3 30.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 577,346: 82,899 34,203 172,372 286,544 343,328 541,815 549,904: 35,531 27,443
Old : 175,015: 40,684 20,639 40,582 81,355 105,751 162,621 166,972: 12,394 8,043
Other: 402,331: 77,122 48,472 96,883 205,189 237,577 379,194 382,931: 23,137 19,400
: : :
: : Changes in Commitments from: June 22, 2021 :
: -54,474: -5,182 -947 -30,941 -15,847 -18,919 -51,970 -50,807: -2,504 -3,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.9 29.9 49.6 59.5 93.8 95.2: 6.2 4.8
Old : 100.0: 23.2 11.8 23.2 46.5 60.4 92.9 95.4: 7.1 4.6
Other: 100.0: 19.2 12.0 24.1 51.0 59.1 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 92 43 82 107 114 244 210:
Old : 212: 53 37 42 79 93 155 152:
Other: 265: 76 59 62 90 96 208 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 25.2 25.0 37.2 9.1 19.0 13.9 25.1
Old : 20.9 19.6 34.5 31.7 16.4 14.1 24.3 22.8
Other: 15.9 29.1 25.4 43.6 11.3 23.5 17.8 32.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,303,000: 97,396 176,470 90,928 938,124 836,267 1,126,448 1,103,664: 176,552 199,336
Old : 1,303,000: 97,396 176,470 90,928 938,124 836,267 1,126,448 1,103,664: 176,552 199,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -99,306: -3,518 12,737 -39,835 -50,143 -69,463 -93,496 -96,561: -5,810 -2,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.5 7.0 72.0 64.2 86.5 84.7: 13.5 15.3
Old : 100.0: 7.5 13.5 7.0 72.0 64.2 86.5 84.7: 13.5 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 27 38 34 107 112 154 164:
Old : 200: 27 38 34 107 112 154 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 21.6 35.8 31.8 18.7 17.6 26.7 23.9
Old : 25.6 21.6 35.8 31.8 18.7 17.6 26.7 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,192,190: 115,318 331,707 4,709 930,743 711,303 1,050,771 1,047,719: 141,419 144,470
Old : 1,192,190: 115,318 331,707 4,709 930,743 711,303 1,050,771 1,047,719: 141,419 144,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -6,655: 12,392 -168 128 -17,117 -4,283 -4,597 -4,323: -2,058 -2,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 27.8 0.4 78.1 59.7 88.1 87.9: 11.9 12.1
Old : 100.0: 9.7 27.8 0.4 78.1 59.7 88.1 87.9: 11.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 17 22 10 88 92 109 120:
Old : 160: 17 22 10 88 92 109 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 31.2 33.0 44.8 16.4 28.3 28.8 39.4
Old : 19.7 31.2 33.0 44.8 16.4 28.3 28.8 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 431,181: 72,355 37,739 86,289 219,666 278,533 378,310 402,561: 52,871 28,620
Old : 126,310: 12,468 12,206 28,504 65,905 73,906 106,878 114,616: 19,433 11,695
Other: 304,871: 64,730 30,377 52,941 153,761 204,627 271,432 287,945: 33,439 16,926
: : :
: : Changes in Commitments from: June 22, 2021 :
: -33,550: -1,378 4,324 -13,628 -17,192 -23,938 -32,198 -33,243: -1,352 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 8.8 20.0 50.9 64.6 87.7 93.4: 12.3 6.6
Old : 100.0: 9.9 9.7 22.6 52.2 58.5 84.6 90.7: 15.4 9.3
Other: 100.0: 21.2 10.0 17.4 50.4 67.1 89.0 94.4: 11.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 60 58 72 114 95 223 185:
Old : 184: 31 30 36 91 83 143 133:
Other: 234: 63 52 54 96 77 193 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 27.2 20.0 38.1 9.9 23.5 16.1 33.1
Old : 15.2 19.6 25.8 31.7 11.0 16.9 18.4 25.7
Other: 13.7 34.0 22.3 43.8 13.4 31.9 19.8 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,930: 1,345 1,861 673 4,628 4,272 6,646 6,806: 1,284 1,124
Old : 388: 187 97 16 124 157 327 270: 61 118
Other: 7,542: 1,345 1,951 470 4,504 4,115 6,319 6,536: 1,223 1,006
: : :
: : Changes in Commitments from: June 22, 2021 :
: -497: 219 -907 46 -595 469 -330 -392: -167 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 23.5 8.5 58.4 53.9 83.8 85.8: 16.2 14.2
Old : 100.0: 48.2 25.0 4.1 32.0 40.5 84.3 69.6: 15.7 30.4
Other: 100.0: 17.8 25.9 6.2 59.7 54.6 83.8 86.7: 16.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 11 10 14 15 31 31:
Old : 13: 4 2 1 3 4 7 7:
Other: 44: 12 10 7 12 12 26 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 45.4 59.6 60.1 44.3 44.3 54.7 58.5
Old : 71.9 61.3 84.3 69.6 67.8 61.3 80.2 65.5
Other: 50.9 47.4 62.6 62.7 46.6 46.2 57.6 61.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,052,077: 332,933 524,061 70,015 1,509,980 1,323,694 1,912,929 1,917,769: 139,148 134,307
Old : 2,052,077: 332,933 524,061 70,015 1,509,980 1,323,694 1,912,929 1,917,769: 139,148 134,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -4,517: -48,624 -10,285 8,050 37,222 -9,099 -3,353 -11,335: -1,164 6,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.5 3.4 73.6 64.5 93.2 93.5: 6.8 6.5
Old : 100.0: 16.2 25.5 3.4 73.6 64.5 93.2 93.5: 6.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 44 45 30 160 149 215 213:
Old : 310: 44 45 30 160 149 215 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 29.1 27.9 40.1 16.9 24.1 24.4 33.7
Old : 19.3 29.1 27.9 40.1 16.9 24.1 24.4 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,945,446: 898,379 872,993 415,892 3,292,175 3,066,742 4,606,445 4,355,626: 339,001 589,820
Old : 4,945,446: 898,379 872,993 415,892 3,292,175 3,066,742 4,606,445 4,355,626: 339,001 589,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -131,844: 20,143 101,019 -63,681 -106,325 -167,589 -149,863 -130,251: 18,018 -1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.7 8.4 66.6 62.0 93.1 88.1: 6.9 11.9
Old : 100.0: 18.2 17.7 8.4 66.6 62.0 93.1 88.1: 6.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 67 97 85 220 236 336 369:
Old : 451: 67 97 85 220 236 336 369:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 18.2 26.8 24.7 11.0 12.1 18.8 17.8
Old : 17.7 18.2 26.8 24.7 11.0 12.1 18.8 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,542,219: 287,070 90,087 5,192 1,137,481 1,175,508 1,429,743 1,270,787: 112,476 271,432
Old : 1,542,219: 287,070 90,087 5,192 1,137,481 1,175,508 1,429,743 1,270,787: 112,476 271,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 24,172: -17,989 -511 392 44,803 22,719 27,206 22,600: -3,034 1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 5.8 0.3 73.8 76.2 92.7 82.4: 7.3 17.6
Old : 100.0: 18.6 5.8 0.3 73.8 76.2 92.7 82.4: 7.3 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 18 19 11 86 95 113 116:
Old : 160: 18 19 11 86 95 113 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 23.4 38.7 33.0 26.0 21.1 38.1 29.6
Old : 26.2 23.4 38.7 33.0 26.0 21.1 38.1 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,818,761: 382,090 576,591 193,795 2,954,550 2,602,478 3,530,434 3,372,863: 288,327 445,897
Old : 3,818,761: 382,090 576,591 193,795 2,954,550 2,602,478 3,530,434 3,372,863: 288,327 445,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -24,920: -24,140 6,420 -75,581 62,620 21,108 -37,100 -48,054: 12,181 23,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.1 5.1 77.4 68.1 92.4 88.3: 7.6 11.7
Old : 100.0: 10.0 15.1 5.1 77.4 68.1 92.4 88.3: 7.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 47 56 44 164 178 230 259:
Old : 330: 47 56 44 164 178 230 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 20.8 43.9 30.2 25.5 19.7 34.1 27.3
Old : 32.5 20.8 43.9 30.2 25.5 19.7 34.1 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,080,858: 35,137 235,167 178,759 841,077 636,969 1,054,973 1,050,895: 25,885 29,963
Old : 1,080,858: 35,137 235,167 178,759 841,077 636,969 1,054,973 1,050,895: 25,885 29,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 8,657: 10,137 -46,141 16,979 -15,128 40,145 11,988 10,983: -3,331 -2,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 21.8 16.5 77.8 58.9 97.6 97.2: 2.4 2.8
Old : 100.0: 3.3 21.8 16.5 77.8 58.9 97.6 97.2: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 11 21 25 58 66 85 98:
Old : 102: 11 21 25 58 66 85 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 31.4 45.9 47.9 18.7 24.4 28.0 29.8
Old : 29.9 31.4 45.9 47.9 18.7 24.4 28.0 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 52,926: 19,317 19,757 1,117 23,468 26,873 43,903 47,747: 9,023 5,179
Old : 52,926: 19,317 19,757 1,117 23,468 26,873 43,903 47,747: 9,023 5,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 1,517: 5,424 -1,748 -1,273 -2,714 4,807 1,437 1,787: 80 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 37.3 2.1 44.3 50.8 83.0 90.2: 17.0 9.8
Old : 100.0: 36.5 37.3 2.1 44.3 50.8 83.0 90.2: 17.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 39 21 9 31 27 73 54:
Old : 110: 39 21 9 31 27 73 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 45.2 45.0 62.3 31.8 44.1 43.0 61.2
Old : 33.0 45.2 45.0 62.3 31.8 44.1 43.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 105,852: 38,635 39,513 2,235 46,936 53,747 87,806 95,494: 18,046 10,357
Old : 105,852: 38,635 39,513 2,235 46,936 53,747 87,806 95,494: 18,046 10,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 3,034: 10,849 -3,495 -2,546 -5,428 9,614 2,874 3,573: 160 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 37.3 2.1 44.3 50.8 83.0 90.2: 17.0 9.8
Old : 100.0: 36.5 37.3 2.1 44.3 50.8 83.0 90.2: 17.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 39 21 9 31 27 73 54:
Old : 110: 39 21 9 31 27 73 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 45.2 45.0 62.3 31.8 44.1 43.0 61.2
Old : 33.0 45.2 45.0 62.3 31.8 44.1 43.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 40,871: 7,516 1,769 0 30,469 38,734 37,985 40,503: 2,886 368
Old : 40,871: 7,516 1,769 0 30,469 38,734 37,985 40,503: 2,886 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 3,023: 670 1,003 0 2,093 2,179 2,763 3,182: 260 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.3 0.0 74.5 94.8 92.9 99.1: 7.1 0.9
Old : 100.0: 18.4 4.3 0.0 74.5 94.8 92.9 99.1: 7.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 3 0 16 12 22 15:
Old : 35: 6 3 0 16 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 67.8 72.0 91.3 48.6 67.8 69.9 91.3
Old : 50.6 67.8 72.0 91.3 48.6 67.8 69.9 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 49,534: 24,384 45,905 118 24,633 3,400 49,135 49,423: 399 111
Old : 49,534: 24,384 45,905 118 24,633 3,400 49,135 49,423: 399 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 3,361: 2,221 3,260 93 1,377 0 3,691 3,353: -330 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 92.7 0.2 49.7 6.9 99.2 99.8: 0.8 0.2
Old : 100.0: 49.2 92.7 0.2 49.7 6.9 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 32 14 1 4 1 37 15:
Old : 51: 32 14 1 4 1 37 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 82.5 83.1 94.9 65.9 82.5 83.1 94.9
Old : 65.9 82.5 83.1 94.9 65.9 82.5 83.1 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 97,017: 23,466 38,086 27,644 45,868 31,206 96,978 96,936: 39 81
Old : 97,017: 23,466 38,086 27,644 45,868 31,206 96,978 96,936: 39 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 6,246: -1,270 -3,300 5,231 2,299 4,314 6,260 6,245: -14 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 39.3 28.5 47.3 32.2 100.0 99.9: 0.0 0.1
Old : 100.0: 24.2 39.3 28.5 47.3 32.2 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 7 1 4 11 10 18:
Old : 26: 5 7 1 4 11 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.9 91.8 99.9 96.9 67.1 63.3 71.5 68.4
Old : 90.9 91.8 99.9 96.9 67.1 63.3 71.5 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 02, 2021